-69.7%
GRAB vs PL
+79.0%
-148.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.7% | -3.3% | -4.7% |
| 7D | -6.1% | -7.5% | +1.5% | -4.8% |
| 30D | -11.2% | -25.6% | +14.4% | -6.8% |
| 3M | -2.4% | -45.6% | +43.2% | +7.1% |
| 6M | -18.3% | -29.5% | +11.2% | -17.6% |
| YTD | -34.9% | -9.7% | -25.2% | -38.2% |
| 1Y | -37.4% | +84.4% | -121.7% | -49.6% |
| 3Y | -12.6% | +550.0% | -562.6% | -54.9% |
| 5Y | -69.7% | +79.0% | -148.7% | -80.9% |
| All | -69.7% | +79.0% | -148.7% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling